-46.7%
TOST vs EOG
+153.0%
-199.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -2.0% | +1.1% | -0.3% |
| 30D | -3.5% | +7.9% | -11.3% | -5.6% |
| 3M | +38.1% | +4.5% | +33.6% | +35.3% |
| 6M | +9.9% | +12.3% | -2.4% | +4.4% |
| YTD | -6.3% | +41.9% | -48.1% | -18.3% |
| 1Y | -18.3% | +27.8% | -46.2% | -26.2% |
| 3Y | +59.7% | +21.8% | +37.9% | +45.0% |
| All | -46.7% | +153.0% | -199.7% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling